数据：名义价值 18.8 亿美元的比特币和以太坊期权到期交割
ChainCatcher 消息，据 Greeks.live 报道，期权交割数据显示，2.1 万张 BTC 期权到期，Put Call Ratio 为 0.66，最大痛点 78,500 美元，名义价值 1.6 亿美元；12.9 万张 ETH 期权到期，Put Call Ratio 为 0.92，最大痛点 2,200 美元，名义价值 2.8 亿美元。
分析指出，本周比特币结束了持续一个半月的反弹，但盘面支撑仍然较强。行情较为平淡，市场关注度不高，本周仅有不足 5% 的 BTC 期权到期，ETH 同样仅有 5% 到期。BTC 交割体量不大，最大痛点贴近现价，交割附近的 Gamma/pin 效应更强；ETH 交割量仅为上周的一半，现价低于最大痛点，本月 ETH 期权短暂的占比上升行情已结束，交割后短期 IV 大概率回落。
从主要期权数据看，Skew 继续小幅下降，主要期限 IV 较上周明显下降，降幅超过 RV 降幅，VRP 有所上升。比特币主要期限 IV 全面跌破 35%，ETH 主要期限 IV 全面跌破 50%，短期更低。大宗交易以结构化为主，巨鲸不断建仓短期低成本保护性仓位，波动预期较低，市场整体热度低于预期。
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